I have a headphone which I use with my desktop pc for gaming, watching movies,..... However I wanted to some how increase the sound output and many users suggested to make an Amp... I wanted to know about the electrical components to be used and I even wanted to know about the circuit. It would be great if sum1 cud post me a diagram of the circuit and could let me know about the components required...Thanks you in advance...!!!

Yup, CMOY tutorial by Tangentsoft sounds good and gets a lot of people started in DIY audio. I've built a few. I'm working on a more powerful desktop headphone amp right now the uses an output buffer (BUF634). This uses about 6 more parts and sounds much better, IMO. Based almost entirely off of Fig 5 on the datasheet: http://www.ic72.com/pdf_file/b/20822.pdf

Why do you want to increase the sound output. Most normal sources should get sufficiently loud enough to cause hearing damage, unless you are using really expensive high impedance headphones that need more power and current to drive them. If that is the case, you might need more power than a basic CMOY. generally, headphone amps are used to add more power (current) capability and/or to improve sound, not to make it louder.

Wise choice. One matter bothered me with the writeup for BUF634 is the abscence of a performance Figure which relates %THD versus its output current (from ~+/-15 mA at idle to +/-250 mA peak) in a stand alone circuit. Figure 5 forces the DIYer to use a front end OPA to correct for potential inaccuracy in it. By the way the circuit of BUF634 was originally invented/used by National Semiconductor.

I'll admit that I'm not much of a designer of circuits at this point I have found the BUF implemented generally same in a great many circuits shared here at DIYAudio, such asYardBird OPA627/637 BUF634 preamp/headphone amp and OPA627 + BUF634 Preamp PCB Design and I't sounds great sitting open on my desk right now. Do you have suggestions for improving its sound, other than using a good PSU and proper bypassing at the chip's pins? This may be off topic though so if the OP minds, we can move elsewhere.

One possibility is to "discrete" the circuit of BUF 634. Operate the new complementary output stage at an idle current (Class A) which will be commensurate with your design specifications. The circuit of BUF 634 and its discrete version have a voltage gain of unity!